| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 91437.3328 | 65288.5527 | 26148.7801 | 64667.1864 | 98550.8247 | -33883.6383 |
| Total P&L (%) | 91.4373 | 65.2886 | 26.1488 | 64.6672 | 98.5508 | -33.8836 |
| Avg Daily Profit (%) | 0.3511 | 0.2507 | 0.1004 | 0.1917 | 0.2637 | -0.1588 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -69555 | -20728 | -67455 | -145020 | -32713 | -144816 |
| Profit Factor | 1.2202 | 1.4052 | 1.1029 | 1.0934 | 1.3896 | 0.9229 |
| Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
| Winning Trades | 104 | 56 | 48 | 104 | 56 | 48 |
| Losing Trades | 98 | 45 | 53 | 98 | 45 | 53 |
| Profitability (%) | 51.4851 | 55.4455 | 47.5248 | 51.4851 | 55.4455 | 47.5248 |
| Ratio Avg Win / Avg Loss | 1.1498 | 1.1292 | 1.2178 | 1.0303 | 1.1166 | 1.019 |
| Largest Winning Trade | 34858 | 13539 | 34858 | 40942 | 22207 | 40942 |
| Largest Losing Trade | -18585 | -13765 | -18585 | -36284 | -23392 | -36284 |
| Avg Bars in Trades | 121 | 120 | 121 | 121 | 120 | 121 |
| Avg Bars in Winners | 155 | 152 | 159 | 155 | 152 | 159 |
| Avg Bars in Losers | 84 | 80 | 87 | 84 | 80 | 87 |
| Bars Traded | 24470 | 12152 | 12318 | 24470 | 12152 | 12318 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301089 | 269731 | -172335 | -110721 | 281603 | -581754 |
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737400500000,
"first_datapoint_time": 1737641700000,
"last_datapoint_time": 1759899600000,
"evaluation_time": 1759900164127,
"expiration_time": 1766379600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 221,
"offset": 48
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 92,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
91437.3327822294,
65288.5526540815,
26148.7801281478,
64667.18639439,
98550.8246868181,
-33883.6382924281
],
[
91.437333,
65.288553,
26.14878,
64.667186,
98.550825,
-33.883638
],
[
0.351115,
0.250705,
0.10041,
0.191703,
0.26372,
-0.158753
],
[
10,
10,
10,
10,
10,
10
],
[
-69555,
-20728,
-67455,
-145020,
-32713,
-144816
],
[
1.22023,
1.405201,
1.102922,
1.093415,
1.389564,
0.922865
],
[
202,
101,
101,
202,
101,
101
],
[
104,
56,
48,
104,
56,
48
],
[
98,
45,
53,
98,
45,
53
],
[
51.485149,
55.445545,
47.524752,
51.485149,
55.445545,
47.524752
],
[
1.149832,
1.129179,
1.21781,
1.030333,
1.116614,
1.018997
],
[
34858,
13539,
34858,
40942,
22207,
40942
],
[
-18585,
-13765,
-18585,
-36284,
-23392,
-36284
],
[
121,
120,
121,
121,
120,
121
],
[
155,
152,
159,
155,
152,
159
],
[
84,
80,
87,
84,
80,
87
],
[
24470,
12152,
12318,
24470,
12152,
12318
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301089,
269731,
-172335,
-110721,
281603,
-581754
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737400500000,
"first_datapoint_time": 1737641700000,
"last_datapoint_time": 1759899600000,
"evaluation_time": 1759900164127,
"expiration_time": 1766379600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 221,
"offset": 48
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 92,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|